First Trust Indxx Aerospace & Defense ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.20% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9408 | 6.11 | |
| 0.0457 | 15.96 | |
| 0.9954 | 879.32 | |
| 7.1441 | 2.90 |
Estimation Period:
Oct 26, 2022 to Feb 6, 2026
Oct 26, 2022 to Feb 6, 2026
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